Robust dynamic pricing over infinite horizon in the presence of model uncertainty

Asia-Pacific Journal of Operational Research

Volumn 26, Issue 6, 2009, Pages 779-804

  Gendao, L I ^a   Xiong, Y U ^b   Xiong, Zhongkai ^a  

^a CHONGQING UNIVERSITY   (China)

^b QUEEN'S UNIVERSITY BELFAST   (United Kingdom)

Author keywords

Discounted relative entropy; Dynamic pricing; Revenue management; Robust control

Indexed keywords

DEMAND MODELS; DEMAND RATES; DYNAMIC PRICING; EXISTENCE AND UNIQUENESS; HAMILTON-JACOBI-ISAACS; HISTORICAL DATA; INFINITE HORIZONS; INFINITE TIME HORIZON; MODEL UNCERTAINTIES; PRICING POLICY; PRICING PROBLEMS; RELATIVE ENTROPY; REVENUE MANAGEMENT; VALUE FUNCTIONS; VERIFICATION THEOREM; ZERO-SUM STOCHASTIC DIFFERENTIAL GAMES;

COSTS; ENTROPY; GAME THEORY; MANAGEMENT; ROBUST CONTROL; STOCHASTIC MODELS; THEOREM PROVING; UNCERTAINTY ANALYSIS;

ECONOMICS;

EID: 77649110603     PISSN: 02175959     EISSN: None     Source Type: Journal    
DOI: 10.1142/S021759590900247X     Document Type: Article

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